-97.0%
FCEL vs SWK
-30.7%
-66.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.8% | -5.7% |
| 7D | -2.8% | -1.4% | -1.4% | -1.6% |
| 30D | -31.6% | +25.5% | -57.1% | -44.0% |
| 3M | -52.4% | +11.8% | -64.2% | -57.5% |
| 6M | -51.4% | +48.7% | -100.1% | -65.2% |
| YTD | +32.4% | +57.2% | -24.8% | -12.0% |
| 1Y | +37.5% | +75.3% | -37.8% | -16.6% |
| 3Y | -69.3% | +51.9% | -121.2% | -79.6% |
| All | -97.0% | -30.7% | -66.4% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling